Design Of Securities Companies Quantitative Trading System Based On DTS Architecture

The great development of quantitative trading has a far-reaching impact in financial markets; it both changed the micro and macro structure of the financial game. More and more people have believed that quantitative trading fair as a financial market transactions in the future direction. Relative to the United States and Europe mature, Quantitative Trading in China is still in its infancy, but with the stock index futures in 2010 officially listed, was also extremely rapid pace of development. ZhongYou Securities Co Ltd was one of medium-sized integrated securities, now it had operated business of broker, securities proprietary, asset management, QFII futures and other business, and each business has its own support of electronic trading system. With the great development of stock index futures, ETF funds and other innovative products, Quantitative trading investment philosophy has been firmly established, and financial institutions needed to design and develop multiple sets of counter systems. Therefore, for quantitative trading system design characteristics and implementation strategy development and program trading have make sure that the fast, stability of trading was possible. The job of resolving cross-counter application had a important theoretical significance and application value for Quantitative trading.The status and problems of Quantitative Trading in this article has been described when it has advanced Firstly, and everyone had known that it’s necessary to design and develop the Quantitative Trading system. On this basis, as optimistic about the future of quantitative trading, ZhongYou Securities Co Ltd has developed a set of program trading software named DTS system, the application of the shmDB and DATAPOOL and WebService technology had maken sure that the rapidity, stability and scalability was achieved easily.Then the integrated lua language Extensible Markup Language of DTS system make that it is possible to develop trading strategies easily. At last, for domestic financial counters, ZhongYou Securities Co Ltd has focused on the development of API correspondingly. Most importantly, it had make DTS trading system well-known and accepted gradually by domestic research teams. Because of these advantages, DTS trading system would become the main trading platform gradually.